PR ] 2 5 O ct 2 00 6 Itô ’ s formula for linear fractional PDEs

@inproceedings{Len2008PR2,
  title={PR ] 2 5 O ct 2 00 6 It{\^o} ’ s formula for linear fractional PDEs},
  author={Jorge A. Le{\'o}n and Samy Tindel},
  year={2008}
}
In this paper we introduce a stochastic integral with respect to the solution X of the fractional heat equation on [0, 1], interpreted as a divergence operator. This allows to use the techniques of the Malliavin calculus in order to establish an Itô-type formula for the process X. 

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